IntraAlpha
Create free account Start free

Transocean Ltd RIG

ENERGY · OIL & GAS DRILLING
i

Market dataready · fetched 2026-10-21T16:59:46.197Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T16:59:31.077671315Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T16:59:45.769100+00:00

Share price$5.92
1D+1.2%
$5.81$5.86$5.91$5.96$6.005:30 AM6:30 AM9:00 AM1:00 PMRIG
Sold putSold call

Transocean Ltd options

Live interpolated RIG call and put midpoint premiums by absolute delta.Transocean Ltd$0.01$0.53$1.04$1.55$2.07$4.26$4.84$5.42$5.99$6.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RIG spot · $5.92RIG PRICE$0.08$0.08$0.07$0.07$0.08$0.12$0.16$0.19$0.23$0.27$0.30$0.34$0.38$0.35$0.33$0.30$0.28$0.26$0.24$0.21$0.19$0.17$0.47$0.96$1.44$1.92
PutsExpensive4.15×
CallsExpensive1.39×
SkewBearish+221.43 pp
Implied moveBearish±$0.37
TiltBearish49.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.15221.4%22.3%3.89683.9%40.1%
25Δ6.82174.7%16.6%4.15609.5%35.4%
30Δ6.49128.0%11.0%4.40535.0%30.8%
35Δ6.1681.4%5.3%4.65460.6%26.1%
40Δ5.9760.2%2.4%4.90386.2%21.5%
45Δ5.9263.0%2.2%5.16311.8%16.8%
50Δ5.8765.7%2.0%5.41237.3%12.2%
55Δ5.8368.5%1.8%5.66162.9%7.5%
60Δ5.7871.3%1.5%5.9188.5%2.9%
65Δ5.7374.0%1.3%6.3292.8%1.2%
70Δ5.6876.8%1.1%6.80139.3%1.1%
75Δ5.6379.6%0.9%7.29185.7%1.0%
80Δ5.5882.3%0.7%7.78232.1%1.0%

20Δ

Calls
Pseudo strike
7.15
IV
221.4%
B/E move
22.3%
Puts
Pseudo strike
3.89
IV
683.9%
B/E move
40.1%

25Δ

Calls
Pseudo strike
6.82
IV
174.7%
B/E move
16.6%
Puts
Pseudo strike
4.15
IV
609.5%
B/E move
35.4%

30Δ

Calls
Pseudo strike
6.49
IV
128.0%
B/E move
11.0%
Puts
Pseudo strike
4.40
IV
535.0%
B/E move
30.8%

35Δ

Calls
Pseudo strike
6.16
IV
81.4%
B/E move
5.3%
Puts
Pseudo strike
4.65
IV
460.6%
B/E move
26.1%

40Δ

Calls
Pseudo strike
5.97
IV
60.2%
B/E move
2.4%
Puts
Pseudo strike
4.90
IV
386.2%
B/E move
21.5%

45Δ

Calls
Pseudo strike
5.92
IV
63.0%
B/E move
2.2%
Puts
Pseudo strike
5.16
IV
311.8%
B/E move
16.8%

50Δ

Calls
Pseudo strike
5.87
IV
65.7%
B/E move
2.0%
Puts
Pseudo strike
5.41
IV
237.3%
B/E move
12.2%

55Δ

Calls
Pseudo strike
5.83
IV
68.5%
B/E move
1.8%
Puts
Pseudo strike
5.66
IV
162.9%
B/E move
7.5%

60Δ

Calls
Pseudo strike
5.78
IV
71.3%
B/E move
1.5%
Puts
Pseudo strike
5.91
IV
88.5%
B/E move
2.9%

65Δ

Calls
Pseudo strike
5.73
IV
74.0%
B/E move
1.3%
Puts
Pseudo strike
6.32
IV
92.8%
B/E move
1.2%

70Δ

Calls
Pseudo strike
5.68
IV
76.8%
B/E move
1.1%
Puts
Pseudo strike
6.80
IV
139.3%
B/E move
1.1%

75Δ

Calls
Pseudo strike
5.63
IV
79.6%
B/E move
0.9%
Puts
Pseudo strike
7.29
IV
185.7%
B/E move
1.0%

80Δ

Calls
Pseudo strike
5.58
IV
82.3%
B/E move
0.7%
Puts
Pseudo strike
7.78
IV
232.1%
B/E move
1.0%

Options history

No recorded observations